Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879493.5518 | 820762.9955 | 58730.5563 | 939472.2244 | 791009.2695 | 148462.9549 |
Total P&L (%) | 879.4936 | 820.763 | 58.7306 | 939.4722 | 791.0093 | 148.463 |
Avg Daily Profit (%) | 0.4783 | 0.4464 | 0.0319 | 0.1274 | 0.119 | 0.0495 |
Buy And Hold Return (%) | 153.7274 | 153.7274 | 153.7274 | 153.7274 | 153.7274 | 153.7274 |
Max Trade Drawdown | -106769 | -90380 | -50057 | -582677 | -466053 | -537750 |
Profit Factor | 3.102 | 5.263 | 1.26 | 1.3748 | 1.7427 | 1.103 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.202 | 5.9647 | 1.1813 | 1.4192 | 1.975 | 1.0341 |
Largest Winning Trade | 713210 | 713210 | 60404 | 522422 | 442669 | 522422 |
Largest Losing Trade | -37288 | -23829 | -37288 | -477972 | -173177 | -477972 |
Avg Bars in Trades | 110 | 106 | 115 | 110 | 106 | 115 |
Avg Bars in Winners | 168 | 168 | 168 | 168 | 168 | 168 |
Avg Bars in Losers | 55 | 52 | 58 | 55 | 52 | 58 |
Bars Traded | 6992 | 3418 | 3574 | 6992 | 3418 | 3574 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135817 | 567949 | -315988 | -173866 | -32876 | -399615 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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